EFTA01378278.pdf

Och-Ziff Loan Management OCH-ZIFF CAPITAL OZLNI IX, Ltd.' MANAGEMENT GROUP Evolution of Weighted Average Rating Factor Evolution of Weighted Average Spread Class D Overcollateralization Cushion 3,000 5.0% 109% • 4.8% 108% • 2.800 4.6% 107% • 4.4% 106% 2.600 4.2% 105% • 4.0% 104% 2,400 3.8% 103% • 'S • •4's 'S • • :• • • • • olt• I 4 4. • see • WART —WART Limit 44eWAS •••••••-WAS Limit Class D 0/C Class 0 0/C Limit Collateral Type Top S&P Industries Unsecured Loan Retailers 'except food and drug) Second Lien Loan 10% Senior Secured Loan — I% 6% First Lien Last Out Business Equipment 2% and Services Other 122) 9% 34% Leisure Goods/ —Activities/ Movies 8% Chemical / Plastics Health Care 4% 8% Financial Intermediaries Electronics/ 4% Electrical 7% Senior Secured Loan Publishing 92% 4% Telecommunications Industrial Equipment 7% As of July 9, 2015 unless otherwise noted. 5% OZ1M VII, Ltd closed on December 22, 2014. OCH-ZIFF CAPITAL MANAGEMENT GROUP 38 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0075441 CONFIDENTIAL SDNY_GM_00221625 EFTA01378278